Former Australian Test cricketer Dean Jones says he will stick out his time commentating in Afghanistan despite witnessing a deadly terrorist attack first hand.

At least three people are dead after the bombing just outside the gates of Kabul International Cricket Stadium where hundreds of spectators were watching the Shpageeza Cricket League T20 match on Wednesday.

Jones saw the blast from the commentary box in what he described as a "shocking incident".

"It shook us out of our seats, almost, in the commentary booth," he told 3AW on Thursday.

"The shock waves went right throughout our grandstand and windows et cetera - all the players hit the ground when it went off while the game was still on. Everyone went off the ground straight away.

"Interestingly, the Afghanies just got up out of their seats ... and just looked over the top of the stands out onto the road to see what was going on.

"So they're pretty well used to it but it's our first taste of that sort of stuff."